+63.3%
QBTS vs MAS
+48.6%
+14.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.1% |
| 7D | -2.4% | -0.8% | -1.7% | -2.1% |
| 30D | -22.5% | -5.6% | -16.9% | -20.7% |
| 3M | -40.0% | +4.4% | -44.5% | -41.1% |
| 6M | -12.3% | +7.2% | -19.5% | -15.1% |
| YTD | -36.6% | +16.1% | -52.7% | -40.8% |
| 1Y | +8.4% | +0.1% | +8.3% | +6.6% |
| 3Y | +1,380.4% | +28.3% | +1,352.1% | +1,212.1% |
| 5Y | +69.7% | +30.5% | +39.2% | +49.6% |
| All | +63.3% | +48.6% | +14.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling